+204.2%
MDT vs IJH
+1,045.0%
-840.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.1% |
| 30D | +1.0% | -5.0% | +6.1% | +4.1% |
| 3M | +15.2% | +0.5% | +14.7% | +14.6% |
| 6M | +3.7% | +8.2% | -4.6% | -1.4% |
| YTD | -3.0% | +12.5% | -15.4% | -10.0% |
| 1Y | +2.5% | +14.4% | -11.9% | -6.0% |
| 3Y | +26.5% | +49.5% | -23.0% | -3.0% |
| 5Y | -18.3% | +47.8% | -66.1% | -37.7% |
| 10Y | +40.2% | +180.4% | -140.2% | -28.3% |
| All | +204.2% | +1,045.0% | -840.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling